+82.7%
WULF vs EME
+1,362.1%
-1,279.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +1.3% |
| 7D | +1.4% | +3.5% | -2.1% | -0.4% |
| 30D | -2.6% | -6.3% | +3.7% | +1.2% |
| 3M | -34.0% | -3.8% | -30.2% | -32.1% |
| 6M | +10.0% | +8.5% | +1.5% | +8.1% |
| YTD | +45.7% | +27.8% | +17.9% | +33.0% |
| 1Y | +57.3% | +22.2% | +35.1% | +45.1% |
| 3Y | +878.9% | +253.5% | +625.5% | +553.7% |
| 5Y | -28.3% | +578.6% | -606.9% | -59.1% |
| All | +82.7% | +1,362.1% | -1,279.5% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling